Threshold estimation via group orthogonal greedy algorithm
Ngai Hang Chan, Ching-Kang Ing, Yuanbo Li and Chun Yip Yau
| Year of publication: |
April 2017
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|---|---|
| Authors: | Chan, Ngai Hang ; Ing, Ching-Kang ; Li, Yuanbo ; Yau, Chun Yip |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 35.2017, 2, p. 334-345
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| Subject: | High-dimensional regression | Information criteria | Multiple-regime | Multiple-threshold | Nonlinear time series | Zeitreihenanalyse | Time series analysis | Regressionsanalyse | Regression analysis | Schätztheorie | Estimation theory | Nichtlineare Regression | Nonlinear regression |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07350015.2015.1064820 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011704208